So, you want the header row of the main outside table to include the
header labels for all the tables rather than the embedded tables having
their own header row? Am I understanding correctly? If not, can you
please explain more? In your example table, is the "AA BB CC...etc" row
the header row you want?

Thanx for your quick answer. You are totaly right. Each nested table has
its own header. In the BIRT example link I post, we can see that each
nested table has its own header. In my case, I want the same header for
all tables. So, always in BIRT example, it means that column header
PRODUCTCODE, QUANTITYORDER and PRICEEACH should be at the same level that
ORDERNUMBER and STATUS. Moreover, cell borders sould be align too.

For your information, I try another method. With a dataset I retrieve all
the data I need, and I create a table based on this dataset. Next I create
two groups one below the other, in my example, the first one grouped on AA
and the second one grouped on DD. With this method, I don't have any
problem of header but I can't have a render like I show in my small
example. I have a first line with AA,BB etc... then below, a second line
with DD and finaly, below again, the details (EE etc...). It is not
compliant with the expected result.
That's why I try with nested tables to obtain a good result, but any way
to do will be welcomeif it allows me to solve my problem.